Mengsu Lyu

Mengsu Lyu is a Quantitative Analyst at Belvedere Trading, LLC, based in Boston, MA, where he specializes in developing and implementing quantitative models for proprietary trading strategies. His role involves leveraging statistical and mathematical methods to analyze complex market data, optimize trading algorithms, and identify pricing inefficiencies across liquid derivatives markets—a key sector for Belvedere Trading's operations.

Prior to joining Belvedere Trading in April 2018, Mengsu gained experience as a Quantitative Analyst Intern at Soochow Securities Co., Ltd., further building his technical skillset in financial modeling and risk analysis. At Belvedere, his focus is aligned with the firm's core strengths in options and listed derivatives trading, applying his expertise to support tactical and strategic decision-making in these asset classes.

Mengsu holds a Master of Science in Mathematical Finance from Boston University, underpinning his proficiency in advanced quantitative techniques and financial theory. His academic and professional background, with notable exposure to both U.S. and Chinese financial markets, positions him as a valuable asset in designing and optimizing trading systems within the fast-evolving derivatives sector.